Comparison between the Locally Most Mean
Comparison between the Locally Most Mean Power Unbiased and Raoβ²s Tests in the Multiparameter Case
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R. Mukerjee; A.S. Gupta
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Article
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1993
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Elsevier Science
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English
β 445 KB
This paper makes an asymptotic comparison, up to the third order, between the locally most mean power unbiased (LMMPU) and Rao's tests in the multiparameter case. The two tests are seen to have identical power up to second order. It is also seen that Rao's test, which is much simpler than the LMMPU